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BlackRock CA Muni Bd C1 (MCCMX)
On
Dec 1
:
11.25
0.01
(0.09%)
MORE ON MCCMX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.59%
Worst 1 Yr Total Return
(2008)
:
-4.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCCMX
Category
Alpha (against Standard Index)
-1.19
-2.83
Beta (against Standard Index)
1.09
1.27
Mean Annual Return
3.07
0.16
R-squared (against Standard Index)
93
86.16
Standard Deviation
6.79
8.45
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.60
N/A
5 Years
Statistic
MCCMX
Category
Alpha (against Standard Index)
-1.13
-1.51
Beta (against Standard Index)
1.08
1.22
Mean Annual Return
3.05
0.25
R-squared (against Standard Index)
93
86.64
Standard Deviation
5.48
6.60
Sharpe Ratio
0.03
N/A
Treynor Ratio
0.03
N/A
10 Years
Statistic
MCCMX
Category
Alpha (against Standard Index)
-1.10
-1.44
Beta (against Standard Index)
1.09
1.19
Mean Annual Return
4.73
0.39
R-squared (against Standard Index)
94
87.45
Standard Deviation
5.25
6.01
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.62
N/A
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